-50.9%
FLUT vs CBOE
+148.7%
-199.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -2.6% | -0.8% | -1.8% | -2.6% |
| 30D | +5.4% | +2.7% | +2.7% | +5.1% |
| 3M | -10.8% | +0.7% | -11.5% | -10.9% |
| 6M | -9.2% | -2.0% | -7.2% | -9.8% |
| YTD | -53.8% | +17.1% | -70.9% | -54.7% |
| 1Y | -66.0% | +26.5% | -92.5% | -66.8% |
| 3Y | -44.7% | +96.1% | -140.8% | -52.5% |
| All | -50.9% | +148.7% | -199.6% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling